+364.2%
ELF vs ED
+132.0%
+232.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +7.8% | -0.1% | +7.9% | +7.8% |
| 30D | +9.3% | +11.6% | -2.3% | +8.2% |
| 3M | +21.2% | +10.5% | +10.6% | +20.0% |
| 6M | +96.1% | +13.2% | +82.9% | +93.6% |
| YTD | +57.0% | +22.1% | +34.8% | +53.5% |
| 1Y | +61.9% | +24.2% | +37.7% | +57.9% |
| 3Y | +20.0% | +46.9% | -26.9% | +11.2% |
| 5Y | +284.8% | +80.8% | +203.9% | +240.2% |
| 10Y | +364.2% | +134.3% | +230.0% | +316.0% |
| All | +364.2% | +132.0% | +232.2% | +316.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling